Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 14271.5176 | 206395.4434 | -192123.9257 | -251458.1674 | 2047853.4046 | -2299311.572 |
Total P&L (%) | 14.2715 | 206.3954 | -192.1239 | -251.4582 | 2047.8534 | -2299.3116 |
Avg Daily Profit (%) | 0.0074 | 0.1064 | -0.099 | 0 | 0.1582 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -391846 | -134241 | -266501 | -2286276 | -449145 | -2464278 |
Profit Factor | 1.0199 | 1.5366 | 0.4218 | 0.9339 | 2.7859 | 0.1353 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 59 | 29 | 30 | 35 | 18 | 17 |
Losing Trades | 18 | 9 | 9 | 42 | 20 | 22 |
Profitability (%) | 76.6234 | 76.3158 | 76.9231 | 45.4545 | 47.3684 | 43.5897 |
Ratio Avg Win / Avg Loss | 0.3112 | 0.4769 | 0.1265 | 1.1207 | 3.0955 | 0.175 |
Largest Winning Trade | 86041 | 86041 | 18131 | 841964 | 841964 | 71581 |
Largest Losing Trade | -266501 | -70160 | -266501 | -2286276 | -217010 | -2286276 |
Avg Bars in Trades | 73 | 143 | 4 | 73 | 143 | 4 |
Avg Bars in Winners | 25 | 49 | 2 | 124 | 239 | 3 |
Avg Bars in Losers | 228 | 446 | 10 | 29 | 57 | 4 |
Bars Traded | 5627 | 5462 | 165 | 5627 | 5462 | 165 |
Profit Streak | 75.4056 | 75.4056 | 299.739 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -457358 | -47109 | -575642 | -627156 | 431540 | -582972 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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